Proximal Operator¶ Definition¶ \[ \text{prox}_{\eta r}(\tilde{\mathbf{w}}_{t+1}) := \arg\!\min_{\mathbf{w} \in \mathbb{R}^d} \frac{1}{2}||\mathbf{w} - \tilde{\mathbf{w}}_{t+1}||_{2}^2 + \eta_{t}r(\mathbf{w}) \] References¶ Proximal Update Proximal Methods